Skip to content

bjankie1/ats

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

6 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Advanced Trading System
=====================================

Scala based trading system. The system aims to evaluate calculations based on downstream data (Ticks) producing decisions based
on aggregated data.

Basic flow:
# Tick
# Candles aggregation
## If intra-candle tick -> Update metrics with the tick
## Else update metrics with new candle
# Evaluate decisions rules based on current tick and metrics
# Push decisions for further evaluation (accounting)
# Estimate VaR
# Execute trading decision -> E*Trade API

About

Advanced Trading System

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages